+1,019.5%
STX vs MTSI
+320.9%
+698.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.9% | +4.5% |
| 7D | +2.4% | +1.4% | +1.0% | +1.7% |
| 30D | +1.4% | +2.1% | -0.7% | -0.1% |
| 3M | -8.2% | -29.7% | +21.5% | +10.1% |
| 6M | +127.0% | +12.5% | +114.5% | +112.8% |
| YTD | +209.1% | +57.0% | +152.1% | +146.8% |
| 1Y | +365.4% | +103.9% | +261.5% | +227.7% |
| 3Y | +1,135.4% | +223.6% | +911.8% | +542.5% |
| All | +1,019.5% | +320.9% | +698.6% | +361.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling